NIO · expected move by expiry
NIO is priced to move 10.9% by 2026-Sep-04.
Options price a ±10.93% move (about $0.48) by 2026-Sep-04 (Fri), a range of 3.89 to 4.85 from the last price of 4.37. Max pain for that expiry is 4.50.
NIO
NIO Inc.
Last
4.37 +0.01 (0.2%)
Next expiry move
±10.93% 6 days
Vol regime
Low
Put / call
0.28
Weekend
Fetched 2026-08-30, 02:48:25 AM ET
Fetched 2026-08-30, 02:48:25 AM ET
expected range last price 4.37 max painAxis 4 to 5, shared by every row
Expiry
Expected range (1 SD)
Expected move
Max pain
Odds inside
2026-Sep-04Fri, 6 days
3.89
4.85
Expected move±10.93%±$0.48
Max pain4.503.0% above last price
Odds of closing inside68%put/call 0.28
2026-Sep-11Fri, 13 days
3.79
4.95
Expected move±13.33%±$0.58
Max pain4.503.0% above last price
Odds of closing inside69%put/call 1.20
2026-Sep-18Fri, 20 days
3.79
4.95
Expected move±13.38%±$0.58
Max pain4.008.5% below last price
Odds of closing inside69%put/call 0.22
2026-Sep-25Fri, 27 days
3.63
5.11
Expected move±16.86%±$0.74
Max pain4.503.0% above last price
Odds of closing inside69%put/call 0.36
2026-Oct-02Fri, 34 days
3.60
5.14
Expected move±17.71%±$0.77
Max pain4.503.0% above last price
Odds of closing inside69%put/call 0.62
Options flow, nearest expiry
Caution
Lean bearish - moderate negative flow Score -0.29 on a -1 to +1 scale.
Key levels from open interest
4.00 / 4.50
Heaviest put open interest sits at 4.00 and heaviest call open interest at 4.50. Price tends to gravitate toward large open interest into expiry.
Setup
Technical Breakout / Breakdown
Read from implied volatility, momentum and breakout signals across the chain. Descriptive, not a forecast.
Reading the NIO expected move table
Each row is one expiry. The shaded band is the one-standard-deviation range the option chain implies for NIO on that date: the market gives roughly a two-in-three chance that NIO closes inside it and a one-in-three chance it closes outside. The black tick is the last traded price, 4.37. The diamond is max pain, the strike where option holders would collect the least if the stock settled there.
The range widens with time because uncertainty compounds with the square root of time: the 2026-Oct-02 range (±17.71%) is wider than the 2026-Sep-04 range (±10.93%) even though the daily volatility behind both is the same. Read the methodology for the formulas, or the guide to what the expected move means in practice.
Figures are derived from delayed public option data and recalculated through the trading day. Nothing on this page is investment advice. Machine-readable version: /api/expected-move/NIO.
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